Implement ROI portfolio calculator

apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-baln-buy-and-buy.spec.ts

@@ -0,0 +1,218 @@
+import {
+  activityDummyData,
+  assetProfileDummyData,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
+import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
+import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
+import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
+import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
+import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { parseDate } from '@ghostfolio/common/helper';
+import { Activity } from '@ghostfolio/common/interfaces';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator (ROI)', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null, null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with BALN.SW buy and buy', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-22'),
+          feeInAssetProfileCurrency: 1.55,
+          feeInBaseCurrency: 1.55,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 142.9
+        },
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.65,
+          feeInBaseCurrency: 1.65,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 136.6
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const investments = portfolioCalculator.getInvestments();
+
+      const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'month'
+      });
+
+      const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'year'
+      });
+
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big('595.6'),
+        errors: [],
+        hasErrors: false,
+        positions: [
+          {
+            activitiesCount: 2,
+            averageInvestment: new Big('559'),
+            averageInvestmentWithCurrencyEffect: new Big('559'),
+            averagePrice: new Big('139.75'),
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            dateOfFirstActivity: '2021-11-22',
+            dividend: new Big('0'),
+            dividendInBaseCurrency: new Big('0'),
+            fee: new Big('3.2'),
+            feeInBaseCurrency: new Big('3.2'),
+            grossPerformance: new Big('36.6'),
+            grossPerformancePercentage: new Big('0.0654740608228980322'),
+            grossPerformancePercentageWithCurrencyEffect: new Big(
+              '0.0654740608228980322'
+            ),
+            grossPerformanceWithCurrencyEffect: new Big('36.6'),
+            investment: new Big('559'),
+            investmentWithCurrencyEffect: new Big('559'),
+            netPerformance: new Big('33.4'),
+            netPerformancePercentage: new Big('0.05974955277280858676'),
+            netPerformancePercentageWithCurrencyEffectMap: {
+              max: new Big('0.05974955277280858676')
+            },
+            netPerformanceWithCurrencyEffectMap: {
+              max: new Big('33.4')
+            },
+            marketPrice: 148.9,
+            marketPriceInBaseCurrency: 148.9,
+            quantity: new Big('4'),
+            symbol: 'BALN.SW',
+            tags: [],
+            valueInBaseCurrency: new Big('595.6')
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('3.2'),
+        totalInterestWithCurrencyEffect: new Big('0'),
+        totalInvestment: new Big('559'),
+        totalInvestmentWithCurrencyEffect: new Big('559'),
+        totalLiabilitiesWithCurrencyEffect: new Big('0')
+      });
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject(
+        expect.objectContaining({
+          netPerformance: 33.4,
+          netPerformanceInPercentage: 0.059749552772808585,
+          netPerformanceInPercentageWithCurrencyEffect: 0.059749552772808585,
+          netPerformanceWithCurrencyEffect: 33.4,
+          totalInvestment: 559,
+          totalInvestmentValueWithCurrencyEffect: 559
+        })
+      );
+
+      expect(investments).toEqual([
+        { date: '2021-11-22', investment: new Big('285.8') },
+        { date: '2021-11-30', investment: new Big('559') }
+      ]);
+
+      expect(investmentsByMonth).toEqual([
+        { date: '2021-11-01', investment: 559 },
+        { date: '2021-12-01', investment: 0 }
+      ]);
+
+      expect(investmentsByYear).toEqual([
+        { date: '2021-01-01', investment: 559 }
+      ]);
+    });
+  });
+});

apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-baln-buy-and-sell.spec.ts

@@ -0,0 +1,255 @@
+import {
+  activityDummyData,
+  assetProfileDummyData,
+  getPerformanceByDateRange,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
+import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
+import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
+import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
+import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
+import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { parseDate } from '@ghostfolio/common/helper';
+import { Activity } from '@ghostfolio/common/interfaces';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator (ROI)', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null, null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with BALN.SW buy and sell', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-22'),
+          feeInAssetProfileCurrency: 1.55,
+          feeInBaseCurrency: 1.55,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 142.9
+        },
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.65,
+          feeInBaseCurrency: 1.65,
+          quantity: 2,
+          type: 'SELL',
+          unitPriceInAssetProfileCurrency: 136.6
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        usePortfolioSnapshotCache: false,
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const performanceByDateRange = await getPerformanceByDateRange({
+        portfolioCalculator,
+        dateRanges: ['1d', 'max', 'ytd']
+      });
+
+      const investments = portfolioCalculator.getInvestments();
+
+      const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'month'
+      });
+
+      const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'year'
+      });
+
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big('0'),
+        errors: [],
+        hasErrors: false,
+        positions: [
+          {
+            activitiesCount: 2,
+            averageInvestment: new Big('285.8'),
+            averageInvestmentWithCurrencyEffect: new Big('285.8'),
+            averagePrice: new Big('0'),
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            dateOfFirstActivity: '2021-11-22',
+            dividend: new Big('0'),
+            dividendInBaseCurrency: new Big('0'),
+            fee: new Big('3.2'),
+            feeInBaseCurrency: new Big('3.2'),
+            grossPerformance: new Big('-12.6'),
+            grossPerformancePercentage: new Big('-0.0440867739678096571'),
+            grossPerformancePercentageWithCurrencyEffect: new Big(
+              '-0.0440867739678096571'
+            ),
+            grossPerformanceWithCurrencyEffect: new Big('-12.6'),
+            investment: new Big('0'),
+            investmentWithCurrencyEffect: new Big('0'),
+            netPerformance: new Big('-15.8'),
+            netPerformancePercentage: new Big('-0.0552834149755073478'),
+            netPerformancePercentageWithCurrencyEffectMap: {
+              max: new Big('-0.0552834149755073478')
+            },
+            netPerformanceWithCurrencyEffectMap: {
+              max: new Big('-15.8')
+            },
+            marketPrice: 148.9,
+            marketPriceInBaseCurrency: 148.9,
+            quantity: new Big('0'),
+            symbol: 'BALN.SW',
+            tags: [],
+            valueInBaseCurrency: new Big('0')
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('3.2'),
+        totalInterestWithCurrencyEffect: new Big('0'),
+        totalInvestment: new Big('0'),
+        totalInvestmentWithCurrencyEffect: new Big('0'),
+        totalLiabilitiesWithCurrencyEffect: new Big('0')
+      });
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject(
+        expect.objectContaining({
+          netPerformance: -15.8,
+          netPerformanceInPercentage: -0.05528341497550734703,
+          netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550734703,
+          netPerformanceWithCurrencyEffect: -15.8,
+          totalInvestment: 0,
+          totalInvestmentValueWithCurrencyEffect: 0
+        })
+      );
+
+      expect(investments).toEqual([
+        { date: '2021-11-22', investment: new Big('285.8') },
+        { date: '2021-11-30', investment: new Big('0') }
+      ]);
+
+      expect(investmentsByMonth).toEqual([
+        { date: '2021-11-01', investment: 0 },
+        { date: '2021-12-01', investment: 0 }
+      ]);
+
+      expect(investmentsByYear).toEqual([
+        { date: '2021-01-01', investment: 0 }
+      ]);
+
+      expect(performanceByDateRange).toMatchObject({
+        '1d': {
+          date: '2021-12-18',
+          netPerformance: 0,
+          netPerformanceInPercentage: 0,
+          netPerformanceInPercentageWithCurrencyEffect: 0,
+          netPerformanceWithCurrencyEffect: 0,
+          totalInvestmentValueWithCurrencyEffect: 0,
+          valueWithCurrencyEffect: 0
+        },
+        max: {
+          date: '2021-12-18',
+          netPerformance: -15.8,
+          netPerformanceInPercentage: -0.05528341497550735,
+          netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550735,
+          netPerformanceWithCurrencyEffect: -15.8,
+          totalInvestmentValueWithCurrencyEffect: 0,
+          valueWithCurrencyEffect: 0
+        },
+        ytd: {
+          date: '2021-12-18',
+          netPerformance: -15.8,
+          netPerformanceInPercentage: -0.05528341497550735,
+          netPerformanceInPercentageWithCurrencyEffect: -0.05528341497550735,
+          netPerformanceWithCurrencyEffect: -15.8,
+          totalInvestmentValueWithCurrencyEffect: 0,
+          valueWithCurrencyEffect: 0
+        }
+      });
+    });
+  });
+});

apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-baln-buy.spec.ts

@@ -0,0 +1,340 @@
+import {
+  activityDummyData,
+  assetProfileDummyData,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
+import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
+import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
+import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
+import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
+import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { parseDate } from '@ghostfolio/common/helper';
+import { Activity } from '@ghostfolio/common/interfaces';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator (ROI)', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null, null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with BALN.SW buy', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.55,
+          feeInBaseCurrency: 1.55,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 136.6
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const historicalDataDates = portfolioSnapshot.historicalData.map(
+        ({ date }) => {
+          return date;
+        }
+      );
+
+      const investments = portfolioCalculator.getInvestments();
+
+      const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'month'
+      });
+
+      const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'year'
+      });
+
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big('297.8'),
+        errors: [],
+        hasErrors: false,
+        positions: [
+          {
+            activitiesCount: 1,
+            averageInvestment: new Big('273.2'),
+            averageInvestmentWithCurrencyEffect: new Big('273.2'),
+            averagePrice: new Big('136.6'),
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            dateOfFirstActivity: '2021-11-30',
+            dividend: new Big('0'),
+            dividendInBaseCurrency: new Big('0'),
+            fee: new Big('1.55'),
+            feeInBaseCurrency: new Big('1.55'),
+            grossPerformance: new Big('24.6'),
+            grossPerformancePercentage: new Big('0.09004392386530014641'),
+            grossPerformancePercentageWithCurrencyEffect: new Big(
+              '0.09004392386530014641'
+            ),
+            grossPerformanceWithCurrencyEffect: new Big('24.6'),
+            investment: new Big('273.2'),
+            investmentWithCurrencyEffect: new Big('273.2'),
+            netPerformance: new Big('23.05'),
+            netPerformancePercentage: new Big('0.08437042459736456808'),
+            netPerformancePercentageWithCurrencyEffectMap: {
+              max: new Big('0.08437042459736456808')
+            },
+            netPerformanceWithCurrencyEffectMap: {
+              '1d': new Big('10.00'), // 2 * (148.9 - 143.9) -> no fees in this time period
+              '1y': new Big('23.05'), // 2 * (148.9 - 136.6) - 1.55
+              '5y': new Big('23.05'), // 2 * (148.9 - 136.6) - 1.55
+              max: new Big('23.05'), // 2 * (148.9 - 136.6) - 1.55
+              mtd: new Big('24.60'), // 2 * (148.9 - 136.6) -> no fees in this time period
+              wtd: new Big('13.80'), // 2 * (148.9 - 142.0) -> no fees in this time period
+              ytd: new Big('23.05') // 2 * (148.9 - 136.6) - 1.55
+            },
+            marketPrice: 148.9,
+            marketPriceInBaseCurrency: 148.9,
+            quantity: new Big('2'),
+            symbol: 'BALN.SW',
+            tags: [],
+            valueInBaseCurrency: new Big('297.8')
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('1.55'),
+        totalInterestWithCurrencyEffect: new Big('0'),
+        totalInvestment: new Big('273.2'),
+        totalInvestmentWithCurrencyEffect: new Big('273.2'),
+        totalLiabilitiesWithCurrencyEffect: new Big('0')
+      });
+
+      expect(historicalDataDates).not.toContain('2021-01-01');
+      expect(historicalDataDates).not.toContain('2021-12-31');
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject(
+        expect.objectContaining({
+          date: '2021-12-18',
+          netPerformance: 23.05,
+          netPerformanceInPercentage: 0.08437042459736457,
+          netPerformanceInPercentageWithCurrencyEffect: 0.08437042459736457,
+          netPerformanceWithCurrencyEffect: 23.05,
+          totalInvestment: 273.2,
+          totalInvestmentValueWithCurrencyEffect: 273.2
+        })
+      );
+
+      expect(investments).toEqual([
+        { date: '2021-11-30', investment: new Big('273.2') }
+      ]);
+
+      expect(investmentsByMonth).toEqual([
+        { date: '2021-11-01', investment: 273.2 },
+        { date: '2021-12-01', investment: 0 }
+      ]);
+
+      expect(investmentsByYear).toEqual([
+        { date: '2021-01-01', investment: 273.2 }
+      ]);
+    });
+
+    it.only('with BALN.SW buy (with unit price lower than closing price)', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.55,
+          feeInBaseCurrency: 1.55,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 135.0
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+      const snapshotOnBuyDate = portfolioSnapshot.historicalData.find(
+        ({ date }) => {
+          return date === '2021-11-30';
+        }
+      );
+
+      // Closing price on 2021-11-30: 136.6
+      expect(snapshotOnBuyDate?.netPerformanceWithCurrencyEffect).toEqual(1.65); // 2 * (136.6 - 135.0) - 1.55 = 1.65
+    });
+
+    it.only('with BALN.SW buy (with unit price lower than closing price), calculated on buy date', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-11-30').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.55,
+          feeInBaseCurrency: 1.55,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 135.0
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+      const snapshotOnBuyDate = portfolioSnapshot.historicalData.find(
+        ({ date }) => {
+          return date === '2021-11-30';
+        }
+      );
+
+      // Closing price on 2021-11-30: 136.6
+      expect(snapshotOnBuyDate?.netPerformanceWithCurrencyEffect).toEqual(1.65); // 2 * (136.6 - 135.0) - 1.55 = 1.65
+    });
+
+    it.only('with BALN.SW buy (on a date without historical market data)', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2021-12-18').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'CHF',
+            dataSource: 'YAHOO',
+            name: 'Bâloise Holding AG',
+            symbol: 'BALN.SW'
+          },
+          date: new Date('2021-11-30'),
+          feeInAssetProfileCurrency: 1.55,
+          feeInBaseCurrency: 1.55,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 136.6
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+      const snapshotOnDateWithoutMarketData =
+        portfolioSnapshot.historicalData.find(({ date }) => {
+          return date === '2021-12-05';
+        });
+
+      // No historical market data on 2021-12-05: carry forward the closing
+      // price of 2021-11-30, which is the date of the activity
+      expect(snapshotOnDateWithoutMarketData?.value).toEqual(273.2); // 2 * 136.6
+      expect(
+        snapshotOnDateWithoutMarketData?.netPerformanceWithCurrencyEffect
+      ).toEqual(-1.55); // 2 * (136.6 - 136.6) - 1.55
+    });
+  });
+});

apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts

@@ -0,0 +1,315 @@
+import {
+  activityDummyData,
+  assetProfileDummyData,
+  getPerformanceByDateRange,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
+import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
+import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
+import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
+import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
+import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { ExchangeRateDataServiceMock } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service.mock';
+import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { parseDate } from '@ghostfolio/common/helper';
+import { Activity } from '@ghostfolio/common/interfaces';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service',
+  () => {
+    return {
+      ExchangeRateDataService: jest.fn().mockImplementation(() => {
+        return ExchangeRateDataServiceMock;
+      })
+    };
+  }
+);
+
+describe('PortfolioCalculator (ROI)', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null, null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with BTCUSD buy and sell partially', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2018-01-01').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Bitcoin USD',
+            symbol: 'BTCUSD'
+          },
+          date: new Date('2015-01-01'),
+          feeInAssetProfileCurrency: 0,
+          feeInBaseCurrency: 0,
+          quantity: 2,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 320.43
+        },
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Bitcoin USD',
+            symbol: 'BTCUSD'
+          },
+          date: new Date('2017-12-31'),
+          feeInAssetProfileCurrency: 0,
+          feeInBaseCurrency: 0,
+          quantity: 1,
+          type: 'SELL',
+          unitPriceInAssetProfileCurrency: 14156.4
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'CHF',
+        usePortfolioSnapshotCache: false,
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const performanceByDateRange = await getPerformanceByDateRange({
+        portfolioCalculator,
+        dateRanges: ['1d', 'max', 'ytd']
+      });
+
+      const investments = portfolioCalculator.getInvestments();
+
+      const investmentsByMonth = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'month'
+      });
+
+      const investmentsByYear = portfolioCalculator.getInvestmentsByGroup({
+        data: portfolioSnapshot.historicalData,
+        groupBy: 'year'
+      });
+
+      expect(portfolioSnapshot).toMatchObject({
+        currentValueInBaseCurrency: new Big('13298.425356'),
+        errors: [],
+        hasErrors: false,
+        positions: [
+          {
+            activitiesCount: 2,
+            averageInvestment: new Big('624.0246078'),
+            averageInvestmentWithCurrencyEffect: new Big(
+              '637.085334599999935914'
+            ),
+            averagePrice: new Big('320.43'),
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            dateOfFirstActivity: '2015-01-01',
+            dividend: new Big('0'),
+            dividendInBaseCurrency: new Big('0'),
+            fee: new Big('0'),
+            feeInBaseCurrency: new Big('0'),
+            grossPerformance: new Big('27172.74').mul(0.97373),
+            grossPerformancePercentage: new Big('42.40043067128546016291'),
+            grossPerformancePercentageWithCurrencyEffect: new Big(
+              '41.62112555619955206456'
+            ),
+            grossPerformanceWithCurrencyEffect: new Big(
+              '26516.208701400000064086'
+            ),
+            investment: new Big('320.43').mul(0.97373),
+            investmentWithCurrencyEffect: new Big('318.542667299999967957'),
+            marketPrice: 13657.2,
+            marketPriceInBaseCurrency: 13298.425356,
+            netPerformance: new Big('27172.74').mul(0.97373),
+            netPerformancePercentage: new Big('42.40043067128546016291'),
+            netPerformancePercentageWithCurrencyEffectMap: {
+              '1d': new Big('-0.04016229506406263535'),
+              max: new Big('41.62112555619955206456'),
+              ytd: new Big('-0.04016229506406263535')
+            },
+            netPerformanceWithCurrencyEffectMap: {
+              '1d': new Big('-556.443324'),
+              max: new Big('26516.208701400000064086'),
+              ytd: new Big('-556.443324')
+            },
+            quantity: new Big('1'),
+            symbol: 'BTCUSD',
+            tags: [],
+            valueInBaseCurrency: new Big('13298.425356')
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('0'),
+        totalInterestWithCurrencyEffect: new Big('0'),
+        totalInvestment: new Big('320.43').mul(0.97373),
+        totalInvestmentWithCurrencyEffect: new Big('318.542667299999967957'),
+        totalLiabilitiesWithCurrencyEffect: new Big('0')
+      });
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject(
+        expect.objectContaining({
+          netPerformance: new Big('27172.74').mul(0.97373).toNumber(),
+          netPerformanceInPercentage: 42.40043067128546,
+          netPerformanceInPercentageWithCurrencyEffect: 41.62112555619955,
+          netPerformanceWithCurrencyEffect: 26516.2087014,
+          totalInvestment: 312.0123039,
+          totalInvestmentValueWithCurrencyEffect: 318.54266729999995
+        })
+      );
+
+      expect(investments).toEqual([
+        { date: '2015-01-01', investment: new Big('640.86') },
+        { date: '2017-12-31', investment: new Big('320.43') }
+      ]);
+
+      expect(investmentsByMonth).toEqual([
+        { date: '2014-12-01', investment: 0 },
+        { date: '2015-01-01', investment: 637.0853345999999 },
+        { date: '2015-02-01', investment: 0 },
+        { date: '2015-03-01', investment: 0 },
+        { date: '2015-04-01', investment: 0 },
+        { date: '2015-05-01', investment: 0 },
+        { date: '2015-06-01', investment: 0 },
+        { date: '2015-07-01', investment: 0 },
+        { date: '2015-08-01', investment: 0 },
+        { date: '2015-09-01', investment: 0 },
+        { date: '2015-10-01', investment: 0 },
+        { date: '2015-11-01', investment: 0 },
+        { date: '2015-12-01', investment: 0 },
+        { date: '2016-01-01', investment: 0 },
+        { date: '2016-02-01', investment: 0 },
+        { date: '2016-03-01', investment: 0 },
+        { date: '2016-04-01', investment: 0 },
+        { date: '2016-05-01', investment: 0 },
+        { date: '2016-06-01', investment: 0 },
+        { date: '2016-07-01', investment: 0 },
+        { date: '2016-08-01', investment: 0 },
+        { date: '2016-09-01', investment: 0 },
+        { date: '2016-10-01', investment: 0 },
+        { date: '2016-11-01', investment: 0 },
+        { date: '2016-12-01', investment: 0 },
+        { date: '2017-01-01', investment: 0 },
+        { date: '2017-02-01', investment: 0 },
+        { date: '2017-03-01', investment: 0 },
+        { date: '2017-04-01', investment: 0 },
+        { date: '2017-05-01', investment: 0 },
+        { date: '2017-06-01', investment: 0 },
+        { date: '2017-07-01', investment: 0 },
+        { date: '2017-08-01', investment: 0 },
+        { date: '2017-09-01', investment: 0 },
+        { date: '2017-10-01', investment: 0 },
+        { date: '2017-11-01', investment: 0 },
+        { date: '2017-12-01', investment: -318.54266729999995 },
+        { date: '2018-01-01', investment: 0 }
+      ]);
+
+      expect(investmentsByYear).toEqual([
+        { date: '2014-01-01', investment: 0 },
+        { date: '2015-01-01', investment: 637.0853345999999 },
+        { date: '2016-01-01', investment: 0 },
+        { date: '2017-01-01', investment: -318.54266729999995 },
+        { date: '2018-01-01', investment: 0 }
+      ]);
+
+      expect(performanceByDateRange).toMatchObject({
+        '1d': {
+          date: '2018-01-01',
+          netPerformance: -486.0860160000011,
+          netPerformanceInPercentage: -0.035263202509112565,
+          netPerformanceInPercentageWithCurrencyEffect: -0.040162295064062624,
+          netPerformanceWithCurrencyEffect: -556.4433239999998,
+          totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
+          valueWithCurrencyEffect: 13298.425356
+        },
+        max: {
+          date: '2018-01-01',
+          netPerformance: 26458.9121202,
+          netPerformanceInPercentage: 42.400430671285456,
+          netPerformanceInPercentageWithCurrencyEffect: 41.62112555619955,
+          netPerformanceWithCurrencyEffect: 26516.2087014,
+          totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
+          valueWithCurrencyEffect: 13298.425356
+        },
+        ytd: {
+          date: '2018-01-01',
+          netPerformance: -486.0860160000011,
+          netPerformanceInPercentage: -0.035263202509112565,
+          netPerformanceInPercentageWithCurrencyEffect: -0.040162295064062624,
+          netPerformanceWithCurrencyEffect: -556.4433239999998,
+          totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
+          valueWithCurrencyEffect: 13298.425356
+        }
+      });
+    });
+  });
+});

apps/api/src/app/portfolio/calculator/roi/portfolio-calculator-msft-buy-with-dividend.spec.ts

@@ -0,0 +1,235 @@
+import {
+  activityDummyData,
+  assetProfileDummyData,
+  getPerformanceByDateRange,
+  userDummyData
+} from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator-test-utils';
+import { PortfolioCalculatorFactory } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator.factory';
+import { CurrentRateService } from '@ghostfolio/api/app/portfolio/current-rate.service';
+import { CurrentRateServiceMock } from '@ghostfolio/api/app/portfolio/current-rate.service.mock';
+import { RedisCacheService } from '@ghostfolio/api/app/redis-cache/redis-cache.service';
+import { RedisCacheServiceMock } from '@ghostfolio/api/app/redis-cache/redis-cache.service.mock';
+import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
+import { PortfolioSnapshotService } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service';
+import { PortfolioSnapshotServiceMock } from '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service.mock';
+import { parseDate } from '@ghostfolio/common/helper';
+import { Activity } from '@ghostfolio/common/interfaces';
+import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
+
+import { Big } from 'big.js';
+
+jest.mock('@ghostfolio/api/app/portfolio/current-rate.service', () => {
+  return {
+    CurrentRateService: jest.fn().mockImplementation(() => {
+      return CurrentRateServiceMock;
+    })
+  };
+});
+
+jest.mock(
+  '@ghostfolio/api/services/queues/portfolio-snapshot/portfolio-snapshot.service',
+  () => {
+    return {
+      PortfolioSnapshotService: jest.fn().mockImplementation(() => {
+        return PortfolioSnapshotServiceMock;
+      })
+    };
+  }
+);
+
+jest.mock('@ghostfolio/api/app/redis-cache/redis-cache.service', () => {
+  return {
+    RedisCacheService: jest.fn().mockImplementation(() => {
+      return RedisCacheServiceMock;
+    })
+  };
+});
+
+describe('PortfolioCalculator (ROI)', () => {
+  let configurationService: ConfigurationService;
+  let currentRateService: CurrentRateService;
+  let exchangeRateDataService: ExchangeRateDataService;
+  let portfolioCalculatorFactory: PortfolioCalculatorFactory;
+  let portfolioSnapshotService: PortfolioSnapshotService;
+  let redisCacheService: RedisCacheService;
+
+  beforeEach(() => {
+    PortfolioSnapshotServiceMock.reset();
+    RedisCacheServiceMock.reset();
+
+    configurationService = new ConfigurationService();
+
+    currentRateService = new CurrentRateService(null, null, null);
+
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      null,
+      null,
+      null
+    );
+
+    portfolioSnapshotService = new PortfolioSnapshotService(null, null);
+
+    redisCacheService = new RedisCacheService(null, null);
+
+    portfolioCalculatorFactory = new PortfolioCalculatorFactory(
+      configurationService,
+      currentRateService,
+      exchangeRateDataService,
+      portfolioSnapshotService,
+      redisCacheService
+    );
+  });
+
+  describe('get current positions', () => {
+    it.only('with MSFT buy', async () => {
+      jest.useFakeTimers().setSystemTime(parseDate('2023-07-10').getTime());
+
+      const activities: Activity[] = [
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Microsoft Inc.',
+            symbol: 'MSFT'
+          },
+          date: new Date('2021-09-16'),
+          feeInAssetProfileCurrency: 19,
+          feeInBaseCurrency: 19,
+          quantity: 1,
+          type: 'BUY',
+          unitPriceInAssetProfileCurrency: 298.58
+        },
+        {
+          ...activityDummyData,
+          assetProfile: {
+            ...assetProfileDummyData,
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            name: 'Microsoft Inc.',
+            symbol: 'MSFT'
+          },
+          date: new Date('2021-11-16'),
+          feeInAssetProfileCurrency: 0,
+          feeInBaseCurrency: 0,
+          quantity: 1,
+          type: 'DIVIDEND',
+          unitPriceInAssetProfileCurrency: 0.62
+        }
+      ];
+
+      const portfolioCalculator = portfolioCalculatorFactory.createCalculator({
+        activities,
+        calculationType: PerformanceCalculationType.ROI,
+        currency: 'USD',
+        usePortfolioSnapshotCache: false,
+        userId: userDummyData.id
+      });
+
+      const portfolioSnapshot = await portfolioCalculator.computeSnapshot();
+
+      const performanceByDateRange = await getPerformanceByDateRange({
+        portfolioCalculator,
+        dateRanges: ['1d', 'max', 'ytd']
+      });
+
+      expect(portfolioSnapshot).toMatchObject({
+        dividendYieldPercent: new Big('0.001144362748184'),
+        dividendYieldPercentWithCurrencyEffect: new Big('0.001144362748184'),
+        errors: [],
+        hasErrors: false,
+        positions: [
+          {
+            activitiesCount: 2,
+            averagePrice: new Big('298.58'),
+            currency: 'USD',
+            dataSource: 'YAHOO',
+            dateOfFirstActivity: '2021-09-16',
+            dividend: new Big('0.62'),
+            dividendInBaseCurrency: new Big('0.62'),
+            dividendYieldPercent: new Big('0.001144362748184'),
+            dividendYieldPercentWithCurrencyEffect: new Big(
+              '0.001144362748184'
+            ),
+            fee: new Big('19'),
+            grossPerformance: new Big('33.87'),
+            grossPerformancePercentage: new Big('0.11343693482483756447'),
+            grossPerformancePercentageWithCurrencyEffect: new Big(
+              '0.11343693482483756447'
+            ),
+            grossPerformanceWithCurrencyEffect: new Big('33.87'),
+            investment: new Big('298.58'),
+            investmentWithCurrencyEffect: new Big('298.58'),
+            marketPrice: 331.83,
+            marketPriceInBaseCurrency: 331.83,
+            netPerformance: new Big('14.87'),
+            netPerformancePercentage: new Big('0.04980239801728180052'),
+            netPerformancePercentageWithCurrencyEffectMap: {
+              max: new Big('0.04980239801728180052')
+            },
+            netPerformanceWithCurrencyEffectMap: {
+              '1d': new Big('-5.39'),
+              '5y': new Big('14.87'),
+              max: new Big('14.87'),
+              wtd: new Big('-5.39')
+            },
+            quantity: new Big('1'),
+            symbol: 'MSFT',
+            tags: []
+          }
+        ],
+        totalFeesWithCurrencyEffect: new Big('19'),
+        totalInterestWithCurrencyEffect: new Big('0'),
+        totalInvestment: new Big('298.58'),
+        totalInvestmentWithCurrencyEffect: new Big('298.58'),
+        totalLiabilitiesWithCurrencyEffect: new Big('0')
+      });
+
+      expect(portfolioSnapshot.historicalData.at(-1)).toMatchObject(
+        expect.objectContaining({
+          totalInvestment: 298.58,
+          totalInvestmentValueWithCurrencyEffect: 298.58
+        })
+      );
+
+      expect(performanceByDateRange).toMatchObject({
+        '1d': {
+          date: '2023-07-10',
+          dividendInBaseCurrency: 0,
+          dividendInPercentageWithCurrencyEffect: 0,
+          netPerformance: -5.390000000000002,
+          netPerformanceInPercentage: -0.015983630864124316,
+          netPerformanceInPercentageWithCurrencyEffect: -0.015983630864124316,
+          netPerformanceWithCurrencyEffect: -5.390000000000002,
+          totalInvestmentValueWithCurrencyEffect: 298.58,
+          valueWithCurrencyEffect: 331.83
+        },
+        max: {
+          date: '2023-07-10',
+          dividendInBaseCurrency: 0.62,
+          dividendInPercentageWithCurrencyEffect: 0.0020764954116149776,
+          netPerformance: 14.87,
+          netPerformanceInPercentage: 0.0498023980172818,
+          netPerformanceInPercentageWithCurrencyEffect: 0.0498023980172818,
+          netPerformanceWithCurrencyEffect: 14.87,
+          totalInvestmentValueWithCurrencyEffect: 298.58,
+          valueWithCurrencyEffect: 331.83
+        },
+        ytd: {
+          date: '2023-07-10',
+          dividendInBaseCurrency: 0,
+          dividendInPercentageWithCurrencyEffect: 0,
+          netPerformance: -7.6800000000000015,
+          netPerformanceInPercentage: -0.022620835910577012,
+          netPerformanceInPercentageWithCurrencyEffect: -0.022620835910577012,
+          netPerformanceWithCurrencyEffect: -7.6800000000000015,
+          totalInvestmentValueWithCurrencyEffect: 298.58,
+          valueWithCurrencyEffect: 331.83
+        }
+      });
+    });
+  });
+});

apps/api/src/app/portfolio/calculator/roi/portfolio-calculator.ts

@@ -1,28 +1,291 @@
 import { PortfolioCalculator } from '@ghostfolio/api/app/portfolio/calculator/portfolio-calculator';
+import { AccumulatedValues } from '@ghostfolio/api/app/portfolio/interfaces/accumulated-values.interface';
 import { HoldingPerformance } from '@ghostfolio/api/app/portfolio/interfaces/holding-performance.interface';
+import { PortfolioCalculatorActivityItem } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-activity-item.interface';
+import { PortfolioCalculatorHolding } from '@ghostfolio/api/app/portfolio/interfaces/portfolio-calculator-holding.interface';
 import { PerformancePercentages } from '@ghostfolio/api/app/portfolio/types/performance-percentages.type';
-import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
+import {
-import { PortfolioSnapshot } from '@ghostfolio/common/models';
+  getAnnualizedPerformancePercent,
+  getIntervalFromDateRange
+} from '@ghostfolio/common/calculation-helper';
+import {
+  DATE_FORMAT,
+  getAssetProfileIdentifier,
+  parseDate
+} from '@ghostfolio/common/helper';
+import {
+  AssetProfileIdentifier,
+  HistoricalDataItem
+} from '@ghostfolio/common/interfaces';
+import {
+  PortfolioSnapshot,
+  PortfolioSnapshotHolding
+} from '@ghostfolio/common/models';
+import { DateRange } from '@ghostfolio/common/types';
 import { PerformanceCalculationType } from '@ghostfolio/common/types/performance-calculation-type.type';
 
+import { Big } from 'big.js';
+import {
+  differenceInDays,
+  eachYearOfInterval,
+  format,
+  isBefore,
+  isThisYear
+} from 'date-fns';
+
+/**
+ * Return on Investment (ROI): the gain divided by the invested capital, without
+ * time weighting. The invested capital of a holding is the sum of its buy
+ * amounts. The invested capital of a date range is the value at the start of
+ * the range plus the buy amounts during the range.
+ *
+ * The invested capital fills the average investment fields of the holding
+ * performance, which the base class sums per date.
+ */
 export class RoiPortfolioCalculator extends PortfolioCalculator {
-  protected calculateOverallPerformance(): PortfolioSnapshot {
+  protected calculateOverallPerformance(
-    throw new Error('Method not implemented.');
+    positions: PortfolioCalculatorHolding[]
+  ): PortfolioSnapshot {
+    let currentValueInBaseCurrency = new Big(0);
+    let hasErrors = false;
+    let totalFeesWithCurrencyEffect = new Big(0);
+    const totalInterestWithCurrencyEffect = new Big(0);
+    let totalInvestedCapital = new Big(0);
+    let totalInvestedCapitalWithCurrencyEffect = new Big(0);
+    let totalInvestment = new Big(0);
+    let totalInvestmentWithCurrencyEffect = new Big(0);
+
+    for (const currentPosition of positions) {
+      if (currentPosition.valueInBaseCurrency) {
+        currentValueInBaseCurrency = currentValueInBaseCurrency.plus(
+          currentPosition.valueInBaseCurrency
+        );
+      } else {
+        hasErrors = true;
+      }
+
+      if (!currentPosition.includeInPerformance) {
+        continue;
+      }
+
+      if (currentPosition.feeInBaseCurrency) {
+        totalFeesWithCurrencyEffect = totalFeesWithCurrencyEffect.plus(
+          currentPosition.feeInBaseCurrency
+        );
+      }
+
+      if (currentPosition.investment) {
+        totalInvestment = totalInvestment.plus(currentPosition.investment);
+
+        totalInvestmentWithCurrencyEffect =
+          totalInvestmentWithCurrencyEffect.plus(
+            currentPosition.investmentWithCurrencyEffect
+          );
+      } else {
+        hasErrors = true;
+      }
+
+      if (
+        !currentPosition.grossPerformance &&
+        !currentPosition.quantity.eq(0)
+      ) {
+        hasErrors = true;
+      }
+
+      if (currentPosition.averageInvestment) {
+        totalInvestedCapital = totalInvestedCapital.plus(
+          currentPosition.averageInvestment
+        );
+
+        totalInvestedCapitalWithCurrencyEffect =
+          totalInvestedCapitalWithCurrencyEffect.plus(
+            currentPosition.averageInvestmentWithCurrencyEffect
+          );
+      } else if (!currentPosition.quantity.eq(0)) {
+        this.logger.warn(
+          `Missing historical market data for ${currentPosition.symbol} (${currentPosition.dataSource})`
+        );
+
+        hasErrors = true;
+      }
+    }
+
+    const dateOfFirstActivity = this.getStartDate();
+
+    const daysInMarket = dateOfFirstActivity
+      ? differenceInDays(new Date(), dateOfFirstActivity)
+      : 0;
+
+    // Take the dividend from the same source as the portfolio summary, so
+    // that the response shows one dividend only
+    const totalDividendInBaseCurrency =
+      this.getDividendInBaseCurrencyOfHoldings(positions);
+
+    const hasDividendWithoutInvestedCapital =
+      this.hasDividendWithoutInvestedCapital(positions);
+
+    const dividendYieldPercent = getAnnualizedPerformancePercent({
+      daysInMarket,
+      netPerformancePercentage:
+        hasDividendWithoutInvestedCapital || totalInvestedCapital.eq(0)
+          ? new Big(0)
+          : totalDividendInBaseCurrency.div(totalInvestedCapital)
+    });
+
+    const dividendYieldPercentWithCurrencyEffect =
+      getAnnualizedPerformancePercent({
+        daysInMarket,
+        netPerformancePercentage:
+          hasDividendWithoutInvestedCapital ||
+          totalInvestedCapitalWithCurrencyEffect.eq(0)
+            ? new Big(0)
+            : totalDividendInBaseCurrency.div(
+                totalInvestedCapitalWithCurrencyEffect
+              )
+      });
+
+    return {
+      currentValueInBaseCurrency,
+      dividendYieldPercent,
+      dividendYieldPercentWithCurrencyEffect,
+      hasErrors,
+      positions,
+      totalFeesWithCurrencyEffect,
+      totalInterestWithCurrencyEffect,
+      totalInvestment,
+      totalInvestmentWithCurrencyEffect,
+      activitiesCount: this.activities.filter(({ type }) => {
+        return ['BUY', 'SELL'].includes(type);
+      }).length,
+      createdAt: new Date(),
+      errors: [],
+      historicalData: [],
+      totalCashInBaseCurrency: new Big(0),
+      totalLiabilitiesWithCurrencyEffect: new Big(0)
+    };
   }
 
-  protected calculatePerformancePercentages(): {
+  protected calculatePerformancePercentages({
-    [date: string]: PerformancePercentages;
+    accumulatedValuesByDate,
-  } {
+    holdings
-    throw new Error('Method not implemented.');
+  }: {
+    accumulatedValuesByDate: { [date: string]: AccumulatedValues };
+    holdings: PortfolioSnapshotHolding[];
+  }): { [date: string]: PerformancePercentages } {
+    const hasDividendWithoutInvestedCapital =
+      this.hasDividendWithoutInvestedCapital(holdings);
+
+    const performancePercentagesByDate: {
+      [date: string]: PerformancePercentages;
+    } = {};
+
+    for (const [
+      date,
+      {
+        totalAverageInvestmentValue: totalInvestedCapital,
+        totalAverageInvestmentValueWithCurrencyEffect:
+          totalInvestedCapitalWithCurrencyEffect,
+        totalDividendValueWithCurrencyEffect,
+        totalNetPerformanceValue,
+        totalNetPerformanceValueWithCurrencyEffect
+      }
+    ] of Object.entries(accumulatedValuesByDate)) {
+      performancePercentagesByDate[date] = {
+        dividendInPercentageWithCurrencyEffect:
+          hasDividendWithoutInvestedCapital ||
+          totalInvestedCapitalWithCurrencyEffect.eq(0)
+            ? 0
+            : totalDividendValueWithCurrencyEffect
+                .div(totalInvestedCapitalWithCurrencyEffect)
+                .toNumber(),
+        netPerformanceInPercentage: totalInvestedCapital.eq(0)
+          ? 0
+          : totalNetPerformanceValue.div(totalInvestedCapital).toNumber(),
+        netPerformanceInPercentageWithCurrencyEffect:
+          totalInvestedCapitalWithCurrencyEffect.eq(0)
+            ? 0
+            : totalNetPerformanceValueWithCurrencyEffect
+                .div(totalInvestedCapitalWithCurrencyEffect)
+                .toNumber()
+      };
+    }
+
+    return performancePercentagesByDate;
   }
 
-  protected calculatePerformancePercentagesForDateRange(): {
+  protected calculatePerformancePercentagesForDateRange({
-    [date: string]: PerformancePercentages;
+    historicalDataItems,
-  } {
+    holdings
-    throw new Error('Method not implemented.');
+  }: {
+    historicalDataItems: HistoricalDataItem[];
+    holdings: PortfolioSnapshotHolding[];
+  }): { [date: string]: PerformancePercentages } {
+    const hasDividendWithoutInvestedCapital =
+      this.hasDividendWithoutInvestedCapital(holdings);
+
+    let investedCapital = 0;
+    let investedCapitalWithCurrencyEffect = 0;
+
+    const performancePercentagesByDate: {
+      [date: string]: PerformancePercentages;
+    } = {};
+
+    for (const [index, historicalDataItem] of historicalDataItems.entries()) {
+      if (index === 0) {
+        // The invested capital of the date range starts with the value at
+        // the start date
+        investedCapital = historicalDataItem.value;
+        investedCapitalWithCurrencyEffect =
+          historicalDataItem.valueWithCurrencyEffect;
+      } else {
+        // The buy amounts during the date range increase the invested capital.
+        // The sell amounts do not reduce it, so that a sold holding keeps its
+        // share of the gain.
+        const investmentChange =
+          historicalDataItem.totalInvestment -
+          historicalDataItems[index - 1].totalInvestment;
+
+        if (investmentChange > 0) {
+          investedCapital += investmentChange;
+        }
+
+        if (historicalDataItem.investmentValueWithCurrencyEffect > 0) {
+          investedCapitalWithCurrencyEffect +=
+            historicalDataItem.investmentValueWithCurrencyEffect;
+        }
+      }
+
+      performancePercentagesByDate[historicalDataItem.date] = {
+        dividendInPercentageWithCurrencyEffect:
+          !hasDividendWithoutInvestedCapital &&
+          investedCapitalWithCurrencyEffect > 0
+            ? historicalDataItem.dividendInBaseCurrency /
+              investedCapitalWithCurrencyEffect
+            : 0,
+        netPerformanceInPercentage:
+          investedCapital > 0
+            ? historicalDataItem.netPerformance / investedCapital
+            : 0,
+        netPerformanceInPercentageWithCurrencyEffect:
+          investedCapitalWithCurrencyEffect > 0
+            ? historicalDataItem.netPerformanceWithCurrencyEffect /
+              investedCapitalWithCurrencyEffect
+            : 0
+      };
+    }
+
+    return performancePercentagesByDate;
   }
 
-  protected getHoldingPerformance({}: {
+  protected getHoldingPerformance({
+    chartDates,
+    dataSource,
+    end,
+    exchangeRates,
+    marketSymbolMap,
+    start,
+    symbol
+  }: {
     chartDates: string[];
     end: Date;
     exchangeRates: { [dateString: string]: number };
@@ -31,10 +294,318 @@ export class RoiPortfolioCalculator extends PortfolioCalculator {
     };
     start: Date;
   } & AssetProfileIdentifier): HoldingPerformance {
-    throw new Error('Method not implemented.');
+    const investedCapitalValues: { [date: string]: Big } = {};
+    const investedCapitalValuesWithCurrencyEffect: { [date: string]: Big } = {};
+
+    const assetProfileIdentifier = getAssetProfileIdentifier({
+      dataSource,
+      symbol
+    });
+
+    let activities: PortfolioCalculatorActivityItem[] =
+      this.activitiesByAssetProfileIdentifier[assetProfileIdentifier] ?? [];
+
+    const isCash = activities[0]?.assetProfile?.assetSubClass === 'CASH';
+
+    if (activities.length <= 0) {
+      return this.getEmptyHoldingPerformance();
+    }
+
+    // The dividends, the interest and the liabilities are derived from the
+    // activities only. Accumulate them upfront so that they survive the bail
+    // out for symbols without a market price below.
+    const {
+      totalDividend,
+      totalDividendInBaseCurrency,
+      totalInterestInBaseCurrency,
+      totalLiabilitiesInBaseCurrency
+    } = this.getTotalsFromActivities({ activities, exchangeRates });
+
+    const dateOfFirstActivity = parseDate(activities[0].date);
+
+    const endDateString = format(end, DATE_FORMAT);
+    const startDateString = format(start, DATE_FORMAT);
+
+    const unitPriceAtStartDate =
+      marketSymbolMap[startDateString]?.[assetProfileIdentifier];
+
+    const unitPriceAtEndDate = this.getUnitPriceAtEndDate({
+      activities,
+      dataSource,
+      isCash,
+      marketPriceAtEndDate:
+        marketSymbolMap[endDateString]?.[assetProfileIdentifier]
+    });
+
+    if (
+      !unitPriceAtEndDate ||
+      (!unitPriceAtStartDate && isBefore(dateOfFirstActivity, start))
+    ) {
+      // A missing market price can only affect the quantity which is held. The
+      // dividends, the interest and the liabilities do not hold any quantity
+      // and are therefore not in error.
+      const hasActivitiesWithQuantity = activities.some(({ type }) => {
+        return ['BUY', 'SELL'].includes(type);
+      });
+
+      return {
+        ...this.getEmptyHoldingPerformance(),
+        totalDividend,
+        totalDividendInBaseCurrency,
+        totalInterestInBaseCurrency,
+        totalLiabilitiesInBaseCurrency,
+        hasErrors: hasActivitiesWithQuantity
+      };
+    }
+
+    activities = this.getActivitiesWithMarketPrices({
+      activities,
+      chartDates,
+      endDateString,
+      marketSymbolMap,
+      startDateString,
+      unitPriceAtEndDate,
+      unitPriceAtStartDate,
+      assetProfile: {
+        dataSource,
+        symbol,
+        assetSubClass: isCash ? 'CASH' : undefined
+      }
+    });
+
+    const {
+      currentValues,
+      currentValuesWithCurrencyEffect,
+      initialValue,
+      investmentValuesAccumulated,
+      investmentValuesAccumulatedWithCurrencyEffect,
+      investmentValuesWithCurrencyEffect,
+      items,
+      netPerformanceValues,
+      netPerformanceValuesWithCurrencyEffect
+    } = this.getHoldingValuation({
+      activities,
+      exchangeRates,
+      unitPriceAtStartDate
+    });
+
+    const indexOfStartActivity = items.findIndex(({ itemType }) => {
+      return itemType === 'start';
+    });
+
+    const indexOfEndActivity = items.findIndex(({ itemType }) => {
+      return itemType === 'end';
+    });
+
+    let investedCapital = new Big(0);
+    let investedCapitalWithCurrencyEffect = new Big(0);
+
+    for (let i = indexOfStartActivity + 1; i <= indexOfEndActivity; i += 1) {
+      const item = items[i];
+
+      // A buy amount is a positive transaction investment. A sell amount does
+      // not reduce the invested capital, so that a sold holding keeps its
+      // share of the gain.
+      if (item.transactionInvestment.gt(0)) {
+        investedCapital = investedCapital.plus(item.transactionInvestment);
+
+        investedCapitalWithCurrencyEffect =
+          investedCapitalWithCurrencyEffect.plus(
+            item.transactionInvestmentWithCurrencyEffect
+          );
+      }
+
+      investedCapitalValues[item.date] = investedCapital;
+
+      investedCapitalValuesWithCurrencyEffect[item.date] =
+        investedCapitalWithCurrencyEffect;
+    }
+
+    const {
+      fees: feesAtStartDate,
+      grossPerformance: grossPerformanceAtStartDate,
+      grossPerformanceWithCurrencyEffect:
+        grossPerformanceAtStartDateWithCurrencyEffect
+    } = items[indexOfStartActivity];
+
+    const {
+      fees,
+      grossPerformance,
+      grossPerformanceWithCurrencyEffect,
+      investment: totalInvestment,
+      investmentWithCurrencyEffect: totalInvestmentWithCurrencyEffect,
+      quantity: totalQuantity
+    } = items[indexOfEndActivity];
+
+    const totalGrossPerformance = grossPerformance.minus(
+      grossPerformanceAtStartDate
+    );
+
+    const totalGrossPerformanceWithCurrencyEffect =
+      grossPerformanceWithCurrencyEffect.minus(
+        grossPerformanceAtStartDateWithCurrencyEffect
+      );
+
+    const totalNetPerformance = totalGrossPerformance.minus(
+      fees.minus(feesAtStartDate)
+    );
+
+    const grossPerformancePercentage = investedCapital.gt(0)
+      ? totalGrossPerformance.div(investedCapital)
+      : new Big(0);
+
+    const grossPerformancePercentageWithCurrencyEffect =
+      investedCapitalWithCurrencyEffect.gt(0)
+        ? totalGrossPerformanceWithCurrencyEffect.div(
+            investedCapitalWithCurrencyEffect
+          )
+        : new Big(0);
+
+    const netPerformancePercentage = investedCapital.gt(0)
+      ? totalNetPerformance.div(investedCapital)
+      : new Big(0);
+
+    const daysInMarket = differenceInDays(new Date(), dateOfFirstActivity);
+
+    const dividendYieldPercent = getAnnualizedPerformancePercent({
+      daysInMarket,
+      netPerformancePercentage: investedCapital.eq(0)
+        ? new Big(0)
+        : totalDividendInBaseCurrency.div(investedCapital)
+    });
+
+    const dividendYieldPercentWithCurrencyEffect =
+      getAnnualizedPerformancePercent({
+        daysInMarket,
+        netPerformancePercentage: investedCapitalWithCurrencyEffect.eq(0)
+          ? new Big(0)
+          : totalDividendInBaseCurrency.div(investedCapitalWithCurrencyEffect)
+      });
+
+    const netPerformancePercentageWithCurrencyEffectMap: {
+      [key: DateRange]: Big;
+    } = {};
+
+    const netPerformanceWithCurrencyEffectMap: {
+      [key: DateRange]: Big;
+    } = {};
+
+    for (const dateRange of [
+      '1d',
+      '1y',
+      '5y',
+      'max',
+      'mtd',
+      'wtd',
+      'ytd',
+      ...eachYearOfInterval({ end, start })
+        .filter((date) => {
+          return !isThisYear(date);
+        })
+        .map((date) => {
+          return format(date, 'yyyy');
+        })
+    ] as DateRange[]) {
+      const dateInterval = getIntervalFromDateRange({ dateRange });
+      const endDate = dateInterval.endDate;
+      let startDate = dateInterval.startDate;
+
+      if (isBefore(startDate, start)) {
+        startDate = start;
+      }
+
+      const rangeEndDateString = format(endDate, DATE_FORMAT);
+      const rangeStartDateString = format(startDate, DATE_FORMAT);
+
+      // The invested capital of the date range is the value at the start date
+      // plus the buy amounts during the range
+      let investedCapitalOfDateRangeWithCurrencyEffect =
+        currentValuesWithCurrencyEffect[rangeStartDateString] ?? new Big(0);
+
+      for (const item of items) {
+        if (
+          item.date > rangeStartDateString &&
+          item.date <= rangeEndDateString &&
+          item.transactionInvestmentWithCurrencyEffect.gt(0)
+        ) {
+          investedCapitalOfDateRangeWithCurrencyEffect =
+            investedCapitalOfDateRangeWithCurrencyEffect.plus(
+              item.transactionInvestmentWithCurrencyEffect
+            );
+        }
+      }
+
+      netPerformanceWithCurrencyEffectMap[dateRange] =
+        netPerformanceValuesWithCurrencyEffect[rangeEndDateString]?.minus(
+          // If the date range is 'max', take 0 as a start value. Otherwise,
+          // the value of the end of the day of the start date is taken which
+          // differs from the buying price.
+          dateRange === 'max'
+            ? new Big(0)
+            : (netPerformanceValuesWithCurrencyEffect[rangeStartDateString] ??
+                new Big(0))
+        ) ?? new Big(0);
+
+      netPerformancePercentageWithCurrencyEffectMap[dateRange] =
+        investedCapitalOfDateRangeWithCurrencyEffect.gt(0)
+          ? netPerformanceWithCurrencyEffectMap[dateRange].div(
+              investedCapitalOfDateRangeWithCurrencyEffect
+            )
+          : new Big(0);
+    }
+
+    return {
+      currentValues,
+      currentValuesWithCurrencyEffect,
+      dividendYieldPercent,
+      dividendYieldPercentWithCurrencyEffect,
+      grossPerformancePercentage,
+      grossPerformancePercentageWithCurrencyEffect,
+      investmentValuesAccumulated,
+      investmentValuesAccumulatedWithCurrencyEffect,
+      investmentValuesWithCurrencyEffect,
+      netPerformancePercentage,
+      netPerformancePercentageWithCurrencyEffectMap,
+      netPerformanceValues,
+      netPerformanceValuesWithCurrencyEffect,
+      netPerformanceWithCurrencyEffectMap,
+      totalDividend,
+      totalDividendInBaseCurrency,
+      totalInterestInBaseCurrency,
+      totalInvestment,
+      totalInvestmentWithCurrencyEffect,
+      totalLiabilitiesInBaseCurrency,
+      averageInvestment: investedCapital,
+      averageInvestmentValues: investedCapitalValues,
+      averageInvestmentValuesWithCurrencyEffect:
+        investedCapitalValuesWithCurrencyEffect,
+      averageInvestmentWithCurrencyEffect: investedCapitalWithCurrencyEffect,
+      grossPerformance: totalGrossPerformance,
+      grossPerformanceWithCurrencyEffect:
+        totalGrossPerformanceWithCurrencyEffect,
+      hasErrors: totalQuantity.gt(0) && (!initialValue || !unitPriceAtEndDate),
+      netPerformance: totalNetPerformance
+    };
   }
 
   protected getPerformanceCalculationType() {
     return PerformanceCalculationType.ROI;
   }
+
+  private hasDividendWithoutInvestedCapital(
+    holdings: PortfolioSnapshotHolding[]
+  ) {
+    // A holding with a dividend only (without a buy activity), and a holding
+    // without a market price, gives a dividend but no invested capital. Such a
+    // holding makes the dividend percentage too high. Therefore the dividend
+    // percentage stays 0 in this case, like the dividend yield.
+    return holdings.some(
+      ({ averageInvestmentWithCurrencyEffect, dividendInBaseCurrency }) => {
+        return (
+          !dividendInBaseCurrency.eq(0) &&
+          averageInvestmentWithCurrencyEffect.eq(0)
+        );
+      }
+    );
+  }
 }